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Our flagship product - the forecasting software 'Intelligent Forecaster' - offers state-of-the-art forecasting methods of artificial intelligence incl. neural networks and the novel method class of support vector regression in addition to statistical benchmark methods (e.g. Exponential Smoothing etc) and integrates all functionality of the forecasting process for practitioner experts - including full automation for beginners:
- Time Series Analysis
- Data Cleansing & Creation
- Forecasting Creation
- Forecasting Evaluation

The software has been developed professionally since 2004 and has been deployed in various corporate projects including forecasting hourly TV ratings (using external calendar effects) for British TV producer ITV plc., forecasting monthly textile sales for Manufactuer SMD Textiles plc., and forecasting monthly time series for fast-moving-consumer-goods manufacturer Beieirsdorf AG, Germany.
 

Intelligent Forecaster

Time Series Analysis

Data Cleaning & Creation Forecasting Methods

Intelligent Forecaster offers a variety of functions to analyze and transform time series. The functionality includes a variety of time series graphs, a variety of seasonal plots, autocorrelation plots, and PQ-scatter plots. In addition to descriptive time series statistics the functions include automatic tests of stationary series incl. augmented Dickey-Fuller tests, seasonality tests, trend-tests, automatic reporting facilities.  It further offers functions to analyze multiple series ... [find out more]

Functionality for cleaning data allows the imputation of missing values and zero values and to create dummy time series of outlier values. In addition explanatory time series of binary or integer dummies can be created manually or automatically from iCalendar data.  [find out more]

Intelligent Forecaster offers a variety of forecasting methods, including neural networks (with various activations functions, hidden layer dimensions, number of neurons,  and training algorithms), support vector regression (with various kernel functions and flexible parameter settings), and statistical benchmarks of Naive methods, Averages and Exponential Smoothing (with various forms of Initializations, Parameter Optimizers, and parameter ranges) . 

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Model Assessment & Evaluation Deployment & BATCH Forecasts  

The software allows flexible analysis reports of multiple error measures (incl. MAE, MSE, MAPE, SMAPE, MASE, AIC, BIC etc.) for multiple forecasting horizons across fixed forecasting horizon, rolling origin evaluation across a set of multiple error measures using error tables and box plots

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A BATCH version of the software Intelligent Forecaster allows  parameter file and command-line parameter driven, fully automatic BATCH forecasting of a large number of time series. Performance on standard INTEL-based Servers and Virtual Servers allows the prediction  of up to 10,000,000 neural network ensembles and time series per hour. [find out more]

 

 

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